Chelsea reportedly saw a bid turned down for Nottingham Forest defender Murillo at the start of the transfer window.
The Blues had been keen to bring in defensive reinforcements in January after injuries sustained by the likes of Wesley Fofana caused issues at the back.
In the end, Enzo Maresca's side recalled Trevoh Chalobah from his loan spell at Crystal Palace after, according to reports, seeing a bid rejected for Murillo.
According to The Telegraph, Forest turned down the offer for the defender which would have been a record sale at the club.